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Steve,
I agree with you, this stuff is just an example.
You may change the starting datenum, startbuy and startsell [select
the first significant trough/peak after the new starting date].
Try to imagine a potential trader who begins to trade a market : He
would wait for the selling pressure to become weak and then he would
apply important buying pressure to turn the market. He would support
his first buy for some more days, until the others step in. He would
then apply the necessary selling pressure to turn the market down and
so on. Except the other factors, he has to consider the elasticity of
the market , how soon he could act this way. This will produce a
rhythm, not exclusively steady but somehow. We try to follow, learn
or immitate his [theoretical] movements. Since this "person" does not
exist, the rhythm needs some corrections from time to time. This is
the role of Inspection Points: They check periodically and select the
optimal Equity parameters to continue up to the next IP.
The corrected Equity will never be the today´s optimal, but it will
save me from the worse.
I have the experience from July-December 2003 for the ^NDX rhythm
[through 3 popular N100 stocks] It was fascinating [and quite
profitable]. My next attempt will probably begin next June, for ^NDX
again. The ^N225 is very difficult, I have to study many things
[Yuki´s comments are irreplaceable...], it is not for me yet, maybe
in 2005.
Thank you for the interesting comment.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
> Hi DT,
>
> Just a thought here - don't most companies operate on a fiscal year
that
> differs from the calender year? Would it be worthwhile to
investigate yearly
> periods that begin on other dates?
>
> Steve
>
> ----- Original Message -----
> From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, January 19, 2004 5:25 AM
> Subject: [amibroker] Re: A technical question
>
>
> > Yuki,
> > these timing systems try to immitate the market behavior and the
> > great movers restrictions/plans[buy every X/sell every Y bars]
> > We know that new plans are activated by the new year and
[probably]
> > have a yearly perspective.
> > For the specific Nikkei, it is obvious that the plans/targets for
> > 2004 [and the way they will try to reach these targets] are quite
> > different than the respective plans one year ago.
> > The first peak/trough of the year will give the rhythm of the
market.
> > [It seems more reasonable to me to check the recent rhythm than
the
> > rhythms of the last year].
> > From my N100 studies, it would be much better to use each year
rhythm
> > for 14-16 months and then following more fresh rhythms.
> > The last year rhythms may continue in an independent trading
project,
> > the IP period is quite short [17 bars] and will smell without
delay
> > the upcoming champion.
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> > > Hi DIMITRIS,
> > >
> > > Monday, January 19, 2004, 5:24:36 PM, you wrote:
> > >
> > > DT> Yuki,
> > > DT> The new code will place the arrows the very same bar they
> > appear and
> > > DT> is independent of AA settings [delay +1].
> > >
> > > Nice, DT. Thanks for the goodies -- as usual. Even unusual
> > goodies.
> > > ^^_^^
> > >
> > > DT> Another interesting point : We are in 2004. We should
discover
> > > DT> the first significant peak/trough of the year [??] to build
up
> > > DT> the Nikkei 2004 timing code, then give it 5months and begin
the
> > > DT> new IP for the new year.
> > >
> > > Well . . . this brings up the (to me, anyway) obvious question
of:
> > If
> > > this is a self-adjusting system, why would we ever need to start
> > over
> > > with a clean slate? Why would we not expect this system to
remain
> > > good for the entire year? I'm confused, but then . . . I'm
easy to
> > > confuse. ^_-
> > >
> > > Best,
> > >
> > > Yuki
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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> >
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